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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+32.49%
30d Period Avg−33.68%
swing±111.41%
LONG Crypto.com · nowENJUSD-PERP
+4.77%
30d avg:+47.43%
SHORT BloFin · now
+37.26%
30d avg:+13.75%
Entry Spread Now
−0.067%
Eaten by executionL 0.02970 · S 0.02968−$6.73 if it converges
24h range −0.31%…+0.57% · median −0.04%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$299.78
−3.00%
$Avg Daily PnL
−$9.26
−0.0926%
★Best Day
+$29.00
Sep 2
◎Open Interest
⚡Funding APR
−33.80%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Loading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.